As a crucial tool for investors to carry out risk hedging and other investment operations, stock index futures have garnered significant attention and analysis from scholars both domestically and internationally. The article uses EViews software to study the price volatility characteristics of CSI 300 stock index futures. Firstly, the article analyzes the distribution characteristics and trends of its price and yield, and conducts stability test and ARCH effect test on the price and its logarithmic yield. Finally, a GARCH model is constructed to empirically analyze the volatility characteristics of the yield series. The article reveals that the yield series of CSI 300 stock index futures exhibits significant characteristics of volatility aggregation and persistence. This finding offers investors valuable information for pre-investment analysis.